ETF Analytics

GET

/etf-global/v1/analytics

Retrieve analytical metrics and calculated insights for global ETFs including performance data, risk measures, and derived analytics.

Use Cases: ETF performance evaluation, risk-reward assessment, quantitative screening, portfolio optimization and selection.

ETF Global Analysis$99/mo

ETF Global Analysis BusinessContact sales

Plan AccessIncluded in select ETF Global expansion plans

ETF Global Analysis$99/mo

Updated daily

ETF Global Analysis BusinessContact sales

Updated daily

Plan RecencyUpdated daily

ETF Global Analysis$99/mo

All history

ETF Global Analysis BusinessContact sales

All history

Plan HistoryRecords date back to April 5, 2017

Query Parameters

composite_ticker

string

The stock ticker symbol used to identify this ETF product on exchanges.

processed_date

string

The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.

effective_date

string

The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.

risk_total_score

number

ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number.

reward_score

number

ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number.

quant_total_score

number

ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number.

quant_grade

string

Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.

quant_composite_technical

number

Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number.

quant_composite_sentiment

number

Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number.

quant_composite_behavioral

number

Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number.

quant_composite_fundamental

number

Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number.

quant_composite_global

number

Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number.

quant_composite_quality

number

Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number.

limit

integer

Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.

sort

string

A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.

Response Attributes

next_url

string

optional

If present, this value can be used to fetch the next page.

request_id

string

A request id assigned by the server.

results

array (object)

The results for this request.

composite_ticker

string

optional

The stock ticker symbol used to identify this ETF product on exchanges.

effective_date

string

optional

The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.

processed_date

string

optional

The date showing when ETF Global received and processed the data.

quant_composite_behavioral

number

optional

Behavioral analysis score measuring investor psychology and market behavior patterns.

quant_composite_fundamental

number

optional

Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics.

quant_composite_global

number

optional

Overall global theme score combining sector and country analysis for macro investment views.

quant_composite_quality

number

optional

Overall quality assessment score combining liquidity, diversification, and issuing firm factors.

quant_composite_sentiment

number

optional

Overall market sentiment score combining put/call ratios, short interest, and implied volatility.

quant_composite_technical

number

optional

Combined technical analysis score aggregating short, intermediate, and long-term technical factors.

quant_fundamental_div

number

optional

Fundamental analysis score based on dividend yields of the ETF's underlying securities.

quant_fundamental_pb

number

optional

Fundamental analysis score based on price-to-book value ratios of the ETF's holdings.

quant_fundamental_pcf

number

optional

Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets.

quant_fundamental_pe

number

optional

Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings.

quant_global_country

number

optional

Quantitative score analyzing global country themes and country-specific market factors.

quant_global_sector

number

optional

Quantitative score analyzing global sector themes and sector-specific performance factors.

quant_grade

string

optional

Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.

quant_quality_diversification

number

optional

Quality assessment score evaluating the diversification benefits and risk distribution of the ETF.

quant_quality_firm

number

optional

Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm.

quant_quality_liquidity

number

optional

Quality assessment score measuring the liquidity characteristics and trading ease of the ETF.

quant_sentiment_iv

number

optional

Market sentiment score derived from implied volatility levels in options markets.

quant_sentiment_pc

number

optional

Market sentiment score derived from put/call option ratios and options activity.

quant_sentiment_si

number

optional

Market sentiment score based on short interest levels and short selling activity.

quant_technical_it

number

optional

Intermediate-term technical analysis score evaluating medium-term price trends.

quant_technical_lt

number

optional

Long-term technical analysis score assessing extended price trend patterns.

quant_technical_st

number

optional

Short-term technical analysis score based on recent price movements and trading patterns.

quant_total_score

number

optional

ETF Global's comprehensive quantitative analysis score combining all quantitative factors.

reward_score

number

optional

ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF.

risk_country

number

optional

A component score assessing country-specific risks based on the ETF's geographic exposure.

risk_deviation

number

optional

A component score measuring how much the ETF deviates from expected performance.

risk_efficiency

number

optional

A component score assessing the operational efficiency and cost-effectiveness of the ETF.

risk_liquidity

number

optional

A component score measuring the liquidity risk and ease of trading the ETF.

risk_structure

number

optional

A component score evaluating risks related to the ETF's structural design and mechanics.

risk_total_score

number

optional

ETF Global's proprietary Red Diamond overall risk assessment score for the ETF.

risk_volatility

number

optional

A component score measuring the volatility risk of the ETF's price movements.

status

enum (OK)

The status of this request's response.

Code Examples

curl -X GET "https://api.massive.com/etf-global/v1/analytics"

Query URL

GET

https://api.massive.com/etf-global/v1/analytics?apiKey=YOUR_API_KEY

Run query unavailable

Create account or sign in to Massive

Scroll to see updated query response

Response Object

{
  "count": 1,
  "request_id": 1,
  "results": [
    {
      "composite_ticker": "SPY",
      "effective_date": "2025-09-19",
      "processed_date": "2025-09-19",
      "quant_composite_behavioral": 67.1535,
      "quant_composite_fundamental": 1.2,
      "quant_composite_global": 52.9,
      "quant_composite_quality": 75.9,
      "quant_composite_sentiment": 54.6,
      "quant_composite_technical": 79.7,
      "quant_fundamental_div": 4.7,
      "quant_fundamental_pb": 0,
      "quant_fundamental_pcf": 0,
      "quant_fundamental_pe": 0,
      "quant_global_country": 85.4,
      "quant_global_sector": 20.4,
      "quant_grade": "D",
      "quant_quality_diversification": 29.3,
      "quant_quality_firm": 98.3,
      "quant_quality_liquidity": 100,
      "quant_sentiment_iv": 23,
      "quant_sentiment_pc": 88.9,
      "quant_sentiment_si": 51.6,
      "quant_technical_it": 79,
      "quant_technical_lt": 78.7,
      "quant_technical_st": 83.1,
      "quant_total_score": 40.2,
      "reward_score": 3.12,
      "risk_country": 1.46,
      "risk_deviation": 7.68,
      "risk_efficiency": 1.85,
      "risk_liquidity": 2.5,
      "risk_structure": 2.37,
      "risk_total_score": 9.22,
      "risk_volatility": 4.66
    }
  ],
  "status": "OK"
}

{
  "count": 1,
  "request_id": 1,
  "results": [
    {
      "composite_ticker": "SPY",
      "effective_date": "2025-09-19",
      "processed_date": "2025-09-19",
      "quant_composite_behavioral": 67.1535,
      "quant_composite_fundamental": 1.2,
      "quant_composite_global": 52.9,
      "quant_composite_quality": 75.9,
      "quant_composite_sentiment": 54.6,
      "quant_composite_technical": 79.7,
      "quant_fundamental_div": 4.7,
      "quant_fundamental_pb": 0,
      "quant_fundamental_pcf": 0,
      "quant_fundamental_pe": 0,
      "quant_global_country": 85.4,
      "quant_global_sector": 20.4,
      "quant_grade": "D",
      "quant_quality_diversification": 29.3,
      "quant_quality_firm": 98.3,
      "quant_quality_liquidity": 100,
      "quant_sentiment_iv": 23,
      "quant_sentiment_pc": 88.9,
      "quant_sentiment_si": 51.6,
      "quant_technical_it": 79,
      "quant_technical_lt": 78.7,
      "quant_technical_st": 83.1,
      "quant_total_score": 40.2,
      "reward_score": 3.12,
      "risk_country": 1.46,
      "risk_deviation": 7.68,
      "risk_efficiency": 1.85,
      "risk_liquidity": 2.5,
      "risk_structure": 2.37,
      "risk_total_score": 9.22,
      "risk_volatility": 4.66
    }
  ],
  "status": "OK"
}